Check lift pump located under floor boards below driver seat. Lifts fuel from tank up to lnjector pump Should make noise and pulse if working. Easy to change. Messy. Parts available at most parts stores

Open up the fuel filter reservoir on the engine and look to see if there is fuel up to the top. Cam Sensor is next. Check the oil level. Those engines use the engine oil to compress the diesel fuel. Cranking speed is also important to build fuel pressure. also if its cold outside check to see if the glow plug relay is working.

Thanks for all the help guys! After plugging the block heater in for an hour or so, it started normally. He's also been to the Ford dealer to pick up a CPS. Back on the road to Breckenridge, CO currently, I'll suggest making sure the glow plug relay is operating normally next. He just bought the truck in Florida where cold weather starting was probably not much of an issue.
Any recommendations for a good Diesel shop in / around Breckenridge, CO???
Thanks again!
-Don

He may also want to pick up a set of valve cover gaskets. I know that sounds funny but the wiring runs through them and over time causes problems with the glow plugs and injectors. it is another common problem.